S&P 500 FC TCA 0.50% Decrement Index

The S&P 500^® FC TCA Indices are based on the "Fast Convergence" methodology developed by and licensed from Bank of America Corporation and BofA Securities, Inc. (“BofA”), which includes a risk control mechanism that uses an intraday volatility rebalancing methodology.

The index aims to control intraday realized volatility and adapt faster to changing market conditions than a traditional index that rebalances only end-of-day. The index also aims to mitigate drawdowns and improve risk adjusted returns.

The index was developed in collaboration with BofA.

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